SPTOBITMSTARHXT: Stata module to estimate Tobit (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressive Regression: Spatial Lag Multiplicative Heteroscedasticity Panel Models

Emad Shehata and Sahra Mickaiel

Statistical Software Components from Boston College Department of Economics

Abstract: sptobitmstarxt estimates Tobit (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressive Regression for Spatial Lag Panel Models sptobitmstarxt calculates Spatial Autocorrelation, Non Normality, Heteroscedasticity, and Total, Direct, and InDirect Marginal Effects and Elasticities, sptobitmstarxt can fit continuous and truncated dependent variables models.

Language: Stata
Requires: Stata version 11
Keywords: Tobit; Regression; Spatial; Cross Section; Panel Data; Regression; Panel mSTAR Spatial Lag Model; (m-STAR) Multiparametric Spatio Temporal AutoRegressive Regression; Direct Marginal Effects; Elasticities; Moran MI Spatial Error Test; Spatial Panel Aautocorrelation Tests; Panel Heteroscedasticity Tests; Panel Non Normality Tests (search for similar items in EconPapers)
Date: 2013-10-16, Revised 2013-11-19
Note: This module should be installed from within Stata by typing "ssc install sptobitmstarhxt". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/s/sptobitmstarhxt.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sptobitmstarhxt1.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sptobitmstarhxt2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sptobitmstarhxt3.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sptobitmstarhxt4.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sptobitmstarhxt.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sptobitmstarhxt.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/SPWmxt1.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWmxt2.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWmxt3.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWmxt4.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/sptobitmstarhxt.do sample file (text/plain)

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